I haven't really used the Dreamcast in some time, but I remember that on a certain computer, I used to have a very difficult time. In my experience, the computer it's done on, for whatever reason, has a major impact on the success of the burn. I don't know if it's hardware or software related.

For the computer that always caused me trouble, the only way I was ever able to successfully burn these CDs was to first compile the image into a CDI file using Boot Dreams and then burn them with the free version of Disc Juggler. I was still never able to make a CD that included all of the games on the ScummVM disc, but swapping once ScummVM had loaded wasn't a big deal.

On another computer, I believe I was able to compile and burn everything with Boot Dreams.

On my newer laptop, I believe I can burn with Imgburn and its CDI plugin.

Anyway, try the first thing I said. Use Boot Dreams to compile the CDI image and burn it with Disc Juggler. It's never failed me.